Monte-Carlo Galerkin Approximation of Fractional Stochastic Integro-Differential Equation

Abdallah Ali Badr; Hanan Salem EI-Hoety

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Monte-Carlo Galerkin Approximation of Fractional Stochastic Integro-Differential Equation

机译：分数阶随机积分微分方程的蒙特卡洛加勒金近似

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A stochastic differential equation, SDE, describes the dynamics of a stochastic process defined on a space-time continuum. This paper reformulates the fractional stochastic integro-differential equation as a SDE. Existence and uniqueness of the solution to this equation is discussed. A numerical method for solving SDEs based on the Monte-Carlo Galerkin method is presented.

机译：随机微分方程SDE描述了在时空连续体上定义的随机过程的动力学。本文将分数随机积分微分方程重新定义为SDE。讨论了该方程解的存在性和唯一性。提出了一种基于Monte-Carlo Galerkin方法求解SDE的数值方法。

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来源
《Mathematical Problems in Engineering》 |2012年第5期|p.7.1-7.12|共12页
作者
Abdallah Ali Badr; Hanan Salem EI-Hoety;
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作者单位

Department of Mathematics, Faculty of Science, Alexandria University, Alexandria, Egypt;

Department of Mathematics, Faculty of Science, Garyounis University, Benghazi, Libya;

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1. Monte-Carlo Galerkin Approximation of Fractional Stochastic Integro-Differential Equation [J] . Abdallah AliBadr, Hanan SalemEl-Hoety Mathematical Problems in Engineering: Theory, Methods and Applications . 2012,第6期

机译：分数阶随机积分微分方程的蒙特卡洛加勒金近似
2. Monte-Carlo Galerkin Approximation of Fractional Stochastic Integro-Differential Equation [J] . Abdallah AliBadr, Hanan SalemEl-Hoety Mathematical Problems in Engineering: Theory, Methods and Applications . 2012,第5期

机译：分数阶随机积分微分方程的蒙特卡洛加勒金近似
3. Faedo-Galerkin approximations to fractional integro-differential equation of order alpha is an element of (1,2] with deviated argument [J] . Muslim M. Dynamics of partial differential equations . 2016,第4期

机译：Faedo-Galerkin分数阶积分微分方程的近似是（1,2]的一个元素，具有偏离的论点
4. Uncertainty Quantification in Fractional Stochastic Integro-Differential Equations Using Legendre Wavelet Collocation Method [C] . Abhishek Kumar Singh, Mani Mehra International Conference on Computational Science . 2020

机译：使用Legendre小波配置方法的分数阶随机积分微分方程的不确定性量化
5. Numerical Approximations for the Fractional Laplacian in Space-Fractional Reaction-Diffusion Equations [D] . ?Alzahrani, Saham 2020

机译：空间 - 分数反应扩散方程分数拉普拉斯的数值近似
6. Implicit Riesz wavelets based-method for solving singular fractional integro-differential equations with applications to hematopoietic stem cell modeling [O] . Mutaz Mohammad, Alexander Trounev -1

机译：基于隐式Riesz小波的方法求解奇异分数积分-微分方程及其在造血干细胞建模中的应用
7. Galerkin Finite Element Approximations for Stochastic Space-Time Fractional Wave Equations [O] . Li, Yajing, Wang, Yejuan, Deng, Weihua 2016

机译：随机时空的Galerkin有限元逼近分数波方程

Monte-Carlo Galerkin Approximation of Fractional Stochastic Integro-Differential Equation

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